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Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach
Participating longevity-linked life annuities (PLLA) in which benefits are updated periodically based on the observed survival experience of a given underlying population and the performance of the investment portfolio are an alternative insurance product offering consumers individual longevity risk...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8117133/ https://www.ncbi.nlm.nih.gov/pubmed/34002122 http://dx.doi.org/10.1007/s13385-021-00279-w |